Ran a bunch of variables in R and the final result of StepAIC is as below: Why are the first 5 variables kept in the stepwise result?? Are the last 4 variables finally chosen after Stepwise? Thanks
Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.315e-01 2.687e-01 0.490 0.63611 Core_CPI__ 1.290e-02 7.496e-03 1.721 0.11927 GDP_change -3.482e-03 2.075e-03 -1.678 0.12767 Unemployment 1.209e-02 6.970e-03 1.735 0.11685 interest -5.580e-03 3.923e-03 -1.422 0.18863 housing 6.692e-04 5.812e-04 1.151 0.27928 S_P 7.636e-05 3.967e-05 1.925 0.08641 . d1 2.087e-02 6.102e-03 3.421 0.00762 ** d2 -2.059e-02 7.331e-03 -2.808 0.02043 * d3 -2.769e-02 6.268e-03 -4.418 0.00168 ** --- Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1 Residual standard error: 0.008362 on 9 degrees of freedom Multiple R-squared: 0.9534, Adjusted R-squared: 0.9069 F-statistic: 20.48 on 9 and 9 DF, p-value: 5.866e-05 ______________________________________________________________________ The information transmitted, including any attachments, is intended only for the person or entity to which it is addressed and may contain confidential and/or privileged material. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited, and all liability arising therefrom is disclaimed. If you received this in error, please contact the sender and delete the material from any computer. PricewaterhouseCoopers LLP is a Delaware limited liability partnership. This communication may come from PricewaterhouseCoopers LLP or one of its subsidiaries. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.